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A lot of people replace them with no problems, but it's not the best idea in the world. I wouldn't replace them period... I've never replaced filter sponges, I'm still using the ones I got when I started the hobby.
Agreed. Why do you need to replace them? Unless they are literally falling apart you shouldn't have to. If they are a bit dirty, just swish them in old tank water during a water change to loosen up any gunk that may have built up.